An Australian passport-holder is on the run in Africa after escaping from Kenyan police who arrested him over alleged links to an Islamic militant group.

On March 9 police, who noticed his name was on an international security watch-list, arrested Hussein Hashi Farah on the Kenya-Uganda border.

He escaped from custody four days later after reportedly complaining of asthma complications and being placed in his own room where two men visited him before his escape.